Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51766.34 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48559.92 Kr¶

PnL: ---------------------------------------> -520.25 Kr¶

DD now: ---------------------------------> -0.282 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:45:19.893168'

Anic Portfolio¶

Today¶

Return: 8.919 %¶

This Week¶

Return: 8.919 %¶

Total¶

Return: 69.47 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 -0.050000 779.600000 106.600000 15.840000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.630000 3536.840000 82.840000 2.400000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.070000 3417.600000 40.600000 1.200000 3377.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 2.030000 591.120000 34.120000 6.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.850000 384.500000 29.500000 8.310000 355.000000
Swedbank A 3 0.430000 591.900000 27.900000 4.950000 564.000000
OEM International B 7 0.510000 550.200000 22.200000 4.200000 527.999997
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.310000 580.320000 10.320000 1.810000 570.000000
Corem Property Group B 59 -5.290000 581.150000 4.150000 0.720000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Midsona B 63 3.220000 585.900000 2.900000 0.500000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
Fasadgruppen Group 38 2.850000 4119.200000 -20.600000 -0.500000 4139.799990
CTEK 13 0.310000 511.160000 -22.840000 -4.280000 533.999999
International Petroleum Corp. 5 -0.700000 570.000000 -24.570000 -4.130000 594.565215
Essity B 2 2.770000 549.200000 -24.800000 -4.320000 574.000000
Beijer Electronics Group 27 5.610000 3051.000000 -31.800000 -1.030000 3082.800006
Essity A 4 2.610000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.620000 1777.600000 -210.600000 -10.590000 1988.199994
Axfood 15 1.720000 4069.500000 -229.300000 -5.330000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48559.920000 -520.250000 -0.28232% 49080.164634

Updated:¶

'2023-01-30 16:45:33.128644'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶